A simplified filtration procedure for a partially observed Markov process

DOI10.1070/RM1991V046N03ABEH002796zbMath0758.60038OpenAlexW2093385820MaRDI QIDQ3980246

B. V. Lazareva, Rafail Z. Khasminskii

Publication date: 26 June 1992

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1991v046n03abeh002796

zbMATH Keywords

optimal estimatesreflecting boundariesoptimal risksprobability of error and mean square criteria

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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